Version: 91.1

\[\\[.0005in]\] PARAMETERS OPTIMIZED
BLAI.length and BLAISlow.length

BEST PARAMETERS
BLAI.length = 12
BLAISlow.length = 20
Profit account= 125 (per day adjusted to desire% DD )
Activity = 3.8 (Cumulative number of entries in all pairs per week)
Desire DD = 10

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Profit per day standardized to the desire percent dropdown
Exclude pairs that when standardized to DD enter with less than $1,000 and pairs that fail to enter once a week



Capping pairs profit per day standardized to a desire percent dropdown
The figure below is like the one above but capping the profits of all pairs to a traget of 1%, this avoids biasing the summary results of an account when only a handful of pairs yield very large profits. This figure basically trying to provide a sense of the extent to which the strategy is profitable across pairs.



Comparison to prior optimizations of this robot. Double click on the plot to deselect all columns.



Number of pairs that meet 1% profit target



Results for BLAI.length = 12 and BLAISlow.length = 20

Best parameters
Profit nDays MaxDDMoney nLostEntries nEntries nWinTrades PercDD X Y Pair DDAccount DD3Perc MoneyEntryAdjusted ProfitAt3Perc ProfitStan3PercDay PercentDaysActive FailByAmount
141 28144.93 867.79 3459.15 3 296 229 -11.5 12 20 GBPUSD 11.530500 86.726508 26017.9524 24409.115 28.127905 0.3410963 No
41 10999.00 848.04 1691.02 3 149 122 -5.6 12 20 EURGBP 5.636733 177.407718 53222.3155 19513.075 23.009616 0.1756993 No
16 44621.66 873.04 11628.55 4 407 326 -38.8 12 20 AUDUSD 38.761833 25.798573 7739.5720 11511.752 13.185824 0.4661871 No
191 15935.19 870.08 4198.26 4 185 139 -14.0 12 20 USDCAD 13.994200 71.458175 21437.4527 11386.996 13.087298 0.2126241 No
166 51615.46 874.60 14435.05 4 395 319 -48.1 12 20 NZDUSD 48.116833 20.782747 6234.8243 10727.111 12.265162 0.4516350 No
216 23956.01 867.81 7047.45 4 239 176 -23.5 12 20 USDCHF 23.491500 42.568589 12770.5766 10197.735 11.751115 0.2754059 No
266 97533.20 873.05 41716.00 5 485 369 -139.1 12 20 XAUUSD 139.053333 7.191485 2157.4456 7014.086 8.034002 0.5555237 No
91 31690.42 864.71 15887.66 4 221 163 -53.0 12 20 EURUSD 52.958867 18.882579 5664.7738 5983.969 6.920203 0.2555770 No
241 142160.33 872.08 159755.34 7 290 209 -532.5 12 20 USDJPY 532.517800 1.877871 563.3615 2669.588 3.061174 0.3325383 Yes
116 67337.67 871.68 77837.77 6 368 269 -259.5 12 20 GBPJPY 259.459233 3.854170 1156.2510 2595.308 2.977364 0.4221733 No
66 212928.47 874.56 283873.37 7 290 219 -946.2 12 20 EURJPY 946.244567 1.056809 317.0428 2250.248 2.573006 0.3315953 Yes

Results by pair

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Results by pair capped to desired 1% profit
This is the same as above, but caps pairs to max desire profit to avoid visual bias by pairs with very lage profits

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Results within desire DD, top 5 with most winning trades, and ranked by Profit per day at desire DD
One is in the search of a unique combination of parameters that can be used across forex pairs; the reality is, however, that they represent countries with vast differences in economic power, which can cause specific patterns within certain pairs, thus, in most likelihoods parameters are specific to each forex pair. Here I show the best results for each pair.

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Default parameters
Parameter Value
3 Name.for.robot CloseBackBBPPO
4 Source close
5 Starting.account.balance 30 000
6 Enter.with.this.Percent.of.account.balance 100
7 Minimum.profit.take 0.2
8 Profit.Take.Extension.Factor..PTEF.. 0.2
9 Dilute.retake.by.this.fraction 1
10 Percent.price.extention.to.re.enter 35
11 BB.Length.Bollinger.bands.to.Enter 45
12 BB.Number.of.SDs.to.Enter 2.5
13 BLAI.Timeframe 1 hour
14 BLAI.length 6
15 BLAISlow.Timeframe 1 hour
16 BLAISlow.length 60
17 Reversal.Positioning.PPO True
18 PPOthreshold -0.4
19 PPO.Entry.Timeframe 15 minutes
20 PPO.Entry.type.of.fast.moving.average Geometric_Mean
21 PPO.Entry.Fast.Length 8
22 PPO.Entry.type.of.slow.moving.average SMA
23 PPO.Entry.Slow.Length 300
24 BB.Exit.length 15
25 BB.Exit.number.of.SDs 1.5